Interest Rates Products

 
 
Daily Price Limit Changes
Treasury Bond Roll
Repo Interest Rate Benchmark
Tick Size Reduced
 
Interest Rates Product SlateMarket Data and Charts are delayed at least 10 minutes.
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEM5 Jun 2015 99.620 0 99.620 99.620 99.615 2251
Eurodollar GEU5 Sep 2015 99.435 +0.005 99.430 99.435 99.430 1185
Eurodollar GEZ5 Dec 2015 99.210 0 99.210 99.215 99.210 2276
Eurodollar GEH6 Mar 2016 98.990 +0.005 98.980 98.990 98.980 535
Eurodollar GEM6 Jun 2016 98.765 +0.005 98.755 98.770 98.755 959
Eurodollar GEU6 Sep 2016 98.550 +0.005 98.545 98.555 98.545 381
Eurodollar GEZ6 Dec 2016 98.360 +0.01 98.355 98.360 98.350 731
Eurodollar GEH7 Mar 2017 98.200 +0.005 98.195 98.205 98.195 505
10-Year U.S. Treasury Note ZNH5 Mar 2015 128'085 -0'005 128'075 128'090 128'065 9888
5-Year Deliverable Interest Rate Swap F1UH5 Mar 2015 - - - - -
10-Year Deliverable Interest Rate Swap N1UH5 Mar 2015 - - - - -
2-Year Eurodollar Bundle BU2H5 Mar 2015 - - - - -
3-Year Eurodollar Bundle BU3H5 Mar 2015 - - - - -
5-Year Eurodollar Bundle BU5H5 Mar 2015 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEM5 Jun 2015 99.620 0 99.620 99.620 99.615 2251
Eurodollar GEU5 Sep 2015 99.435 +0.005 99.430 99.435 99.430 1185
Eurodollar GEZ5 Dec 2015 99.210 0 99.210 99.215 99.210 2276
Eurodollar GEH6 Mar 2016 98.990 +0.005 98.980 98.990 98.980 535
Eurodollar GEM6 Jun 2016 98.765 +0.005 98.755 98.770 98.755 959
Eurodollar GEU6 Sep 2016 98.550 +0.005 98.545 98.555 98.545 381
Eurodollar GEZ6 Dec 2016 98.360 +0.01 98.355 98.360 98.350 731
Eurodollar GEH7 Mar 2017 98.200 +0.005 98.195 98.205 98.195 505
30-Day Federal Funds ZQG5 Feb 2015 - - - - -
2-Year Eurodollar Bundle BU2H5 Mar 2015 - - - - -
3-Year Eurodollar Bundle BU3H5 Mar 2015 - - - - -
5-Year Eurodollar Bundle BU5H5 Mar 2015 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Ultra T-Bond UBH5 Mar 2015 168'12 -0'12 168'05 168'13 168'01 184
U.S. Treasury Bond ZBH5 Mar 2015 146'21 -0'05 146'21 146'23 146'18 611
10-Year U.S. Treasury Note ZNH5 Mar 2015 128'085 -0'005 128'075 128'090 128'065 9888
5-Year U.S. Treasury Note ZFH5 Mar 2015 119'277 0 119'275 119'285 119'267 3002
3-Year U.S. Treasury Note Z3NH5 Mar 2015 - - - - -
2-Year U.S. Treasury Note ZTH5 Mar 2015 109'212 +0'002 109'210 109'215 109'207 1323
Product Name Code Contract Charts Last Change Open High Low Globex Volume
2-Year Deliverable Interest Rate Swap T1UH5 Mar 2015 - - - - -
5-Year Deliverable Interest Rate Swap F1UH5 Mar 2015 - - - - -
10-Year Deliverable Interest Rate Swap N1UH5 Mar 2015 - - - - -
30-Year Deliverable Interest Rate Swap B1UH5 Mar 2015 - - - - -
2-Year Euro Deliverable Interest Rate Swap T1EH5 Mar 2015 - - - - -
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CME Group is the world's leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treasury securities, 30-Day Fed Funds, and Interest Rate Swaps. The liquidity, transparency and security of CME Group interest rate markets provide customers around the world with safe, efficient means for managing interest rate risk. Backed by our central counterparty clearing model, we offer powerful solutions to address a wide range of risk management needs.